Year | 2010 |
---|---|
Authors | SZU-LANG LIAO |
Paper Title | Chen Zeng-Hui*;Liao Szu-Lang, 2010.06, 'Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes, ' Journal of Financial Studies, Vol.18, No.2, pp.135-166.(TSSCI)(*為通訊作者) |
Vol.No | 299754 |
Date of Publication | 2010-06-01 |